I had a sore tailbone while pregnant and it was very painful. I saw a chiro who didn't help but my physio did. I also bought a doughnut pillow to sit on - you can buy them at chemists or Clark Rubber. My ob told me it was to do with the hormone Relaxin relaxing everything and not properly supporting the tailbone. Eventually it went away but it was quite painful to sit down.

Good luck girls - I hope you get some relief soon!